Leveraging regulatory investments with portfolio risk-based pricing

Paul Cartwright and Hanna Sarraf

Journal of Financial Regulation and Compliance, 2005, vol. 13, issue 3, 215-223

Abstract: Keywords: Risk-based pricing, Commodity pricing, Portfolio diversification, Pillar 2, Economic capital, RAROC, Economic profit, Value destroyers, Shareholder value, (use tests) requirements

Date: 2005
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Persistent link: https://EconPapers.repec.org/RePEc:eme:jfrcpp:13581980510622072

DOI: 10.1108/13581980510622072

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